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JPUS vs. PSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPUS vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

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JPUS vs. PSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JPUS
JPMorgan Diversified Return US Equity ETF
5.49%11.18%13.48%10.98%-8.47%29.09%0.94%
PSCX
Pacer Swan SOS Conservative (December) ETF
-1.88%12.08%13.27%16.57%-7.35%9.03%0.81%

Returns By Period

In the year-to-date period, JPUS achieves a 5.49% return, which is significantly higher than PSCX's -1.88% return.


JPUS

1D
1.68%
1M
-4.62%
YTD
5.49%
6M
6.29%
1Y
15.64%
3Y*
13.41%
5Y*
9.55%
10Y*
11.08%

PSCX

1D
1.43%
1M
-2.32%
YTD
-1.88%
6M
0.91%
1Y
12.02%
3Y*
11.44%
5Y*
7.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPUS vs. PSCX - Expense Ratio Comparison

JPUS has a 0.18% expense ratio, which is lower than PSCX's 0.75% expense ratio.


Return for Risk

JPUS vs. PSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPUS
JPUS Risk / Return Rank: 6262
Overall Rank
JPUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JPUS Sortino Ratio Rank: 6262
Sortino Ratio Rank
JPUS Omega Ratio Rank: 6161
Omega Ratio Rank
JPUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
JPUS Martin Ratio Rank: 6969
Martin Ratio Rank

PSCX
PSCX Risk / Return Rank: 7979
Overall Rank
PSCX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PSCX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PSCX Omega Ratio Rank: 8282
Omega Ratio Rank
PSCX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSCX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPUS vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and Pacer Swan SOS Conservative (December) ETF (PSCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JPUSPSCXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.37

-0.31

Sortino ratio

Return per unit of downside risk

1.55

2.05

-0.50

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.45

1.99

-0.54

Martin ratio

Return relative to average drawdown

6.85

10.21

-3.35

JPUS vs. PSCX - Sharpe Ratio Comparison

The current JPUS Sharpe Ratio is 1.05, which is comparable to the PSCX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of JPUS and PSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPUSPSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.37

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.04

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.10

-0.41

Correlation

The correlation between JPUS and PSCX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JPUS vs. PSCX - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 2.16%, while PSCX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JPUS
JPMorgan Diversified Return US Equity ETF
2.16%2.27%2.12%2.26%2.35%1.67%1.94%2.09%2.16%1.25%0.77%0.48%
PSCX
Pacer Swan SOS Conservative (December) ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPUS vs. PSCX - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for JPUS and PSCX.


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Drawdown Indicators


JPUSPSCXDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-10.20%

-28.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-6.15%

-5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-10.20%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

Current Drawdown

Current decline from peak

-4.68%

-2.84%

-1.84%

Average Drawdown

Average peak-to-trough decline

-3.87%

-1.92%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

1.20%

+1.25%

Volatility

JPUS vs. PSCX - Volatility Comparison

JPMorgan Diversified Return US Equity ETF (JPUS) has a higher volatility of 4.12% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 2.81%. This indicates that JPUS's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPUSPSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

2.81%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

4.31%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

8.83%

+6.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

7.06%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

7.02%

+9.72%